Kershner Trading Group
Experienced Quantitative Portfolio Manager or Strategist NY
Kershner Trading Group, New York, New York, us, 10261
Kershner Trading Group and SMB Capital, a joint venture of leading proprietary tradingand technology firms with offices in New York, Austin, and Chicago, are seekingExperienced Quantitative Portfolio Managers / Strategists for the U.S. equity market andCrypto currency.
Kershner Trading Group / SMB Capital is a collaborative research environment and isseeking individuals with a strong entrepreneurial spirit, exceptional work ethic, andstrong analytical skills to develop new trading strategies. The firm provides a cuttingedge data platform, high performance elastic research and trading infrastructure,investment capital and trader coaching/support. We provide access to rich datasets(e.g., tick data, fundamental datasets, sentiment and other alternative datasets), a state-of-the-art research environment ideal for machine learning, integrated simulation andproduction environments with co-located execution engines and advanced riskmanagement and monitoring tools.
Ideal candidates will have an MS or PhD in an Engineering or Pure Science disciplinewith expertise in alpha research, portfolio construction, risk management and tradeexecution. Relevant quantitative skill sets include Artificial Intelligence, MachineLearning, Natural Language Processing, Portfolio Optimization, Linear Programming,Time Series Prediction, Factor Analysis and/or Fundamental EquityValuation. Candidates should have a proficiency in one of the following programminglanguages: Python (preferred) and/or C++, C#, Java or R. Candidate should haverecent track record or demonstrate a direct contribution to profitable systematic tradingstrategies or process in U.S. Equities and cryptos. Intraday strategies and medium tohigh frequency are preferred. Experience with futures, FX and international equitytrading is also a plus. Candidates should have the ability to deploy and manage tradingstrategies from inception.
Opportunities are available in the New York office with some options available forremote teams and team members.
Kershner Trading Group / SMB Capital is a collaborative research environment and isseeking individuals with a strong entrepreneurial spirit, exceptional work ethic, andstrong analytical skills to develop new trading strategies. The firm provides a cuttingedge data platform, high performance elastic research and trading infrastructure,investment capital and trader coaching/support. We provide access to rich datasets(e.g., tick data, fundamental datasets, sentiment and other alternative datasets), a state-of-the-art research environment ideal for machine learning, integrated simulation andproduction environments with co-located execution engines and advanced riskmanagement and monitoring tools.
Ideal candidates will have an MS or PhD in an Engineering or Pure Science disciplinewith expertise in alpha research, portfolio construction, risk management and tradeexecution. Relevant quantitative skill sets include Artificial Intelligence, MachineLearning, Natural Language Processing, Portfolio Optimization, Linear Programming,Time Series Prediction, Factor Analysis and/or Fundamental EquityValuation. Candidates should have a proficiency in one of the following programminglanguages: Python (preferred) and/or C++, C#, Java or R. Candidate should haverecent track record or demonstrate a direct contribution to profitable systematic tradingstrategies or process in U.S. Equities and cryptos. Intraday strategies and medium tohigh frequency are preferred. Experience with futures, FX and international equitytrading is also a plus. Candidates should have the ability to deploy and manage tradingstrategies from inception.
Opportunities are available in the New York office with some options available forremote teams and team members.